1 resultado para Investment Banking
em University of Queensland eSpace - Australia
Filtro por publicador
- JISC Information Environment Repository (2)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (1)
- Aquatic Commons (22)
- Archive of European Integration (68)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (4)
- Aston University Research Archive (3)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (1)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (1)
- Boston College Law School, Boston College (BC), United States (1)
- Brock University, Canada (1)
- Cambridge University Engineering Department Publications Database (18)
- CentAUR: Central Archive University of Reading - UK (145)
- Cochin University of Science & Technology (CUSAT), India (10)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (94)
- CORA - Cork Open Research Archive - University College Cork - Ireland (4)
- Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest (1)
- Dalarna University College Electronic Archive (3)
- Deakin Research Online - Australia (161)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (4)
- Digital Archives@Colby (1)
- Digital Commons @ Winthrop University (2)
- Duke University (2)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (5)
- Greenwich Academic Literature Archive - UK (4)
- Helda - Digital Repository of University of Helsinki (19)
- Indian Institute of Science - Bangalore - Índia (4)
- Instituto Politécnico do Porto, Portugal (2)
- Iowa Publications Online (IPO) - State Library, State of Iowa (Iowa), United States (1)
- Lume - Repositório Digital da Universidade Federal do Rio Grande do Sul (3)
- Massachusetts Institute of Technology (1)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (1)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (54)
- Queensland University of Technology - ePrints Archive (158)
- RDBU - Repositório Digital da Biblioteca da Unisinos (2)
- ReCiL - Repositório Científico Lusófona - Grupo Lusófona, Portugal (1)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (1)
- Repositório digital da Fundação Getúlio Vargas - FGV (69)
- Repositório Institucional da Universidade de Aveiro - Portugal (2)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (11)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (18)
- School of Medicine, Washington University, United States (1)
- SerWisS - Server für Wissenschaftliche Schriften der Fachhochschule Hannover (1)
- South Carolina State Documents Depository (2)
- The Scholarly Commons | School of Hotel Administration; Cornell University Research (1)
- Universidad del Rosario, Colombia (19)
- Universitat de Girona, Spain (3)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (3)
- Université de Lausanne, Switzerland (2)
- Université de Montréal, Canada (24)
- University of Michigan (22)
- University of Queensland eSpace - Australia (1)
- WestminsterResearch - UK (7)
Resumo:
This paper investigates risk and return in the banking sector in three Asian markets of Taiwan, China and Hong Kong. The study focuses on the risk-return relation in a conditional factor GARCH-M framework that controls for time-series effects. The factor approach is adopted to incorporate intra-industry contagion and an analysis of spillovers between large banks and small banks. Finally, the study provides evidence on these relations before and after the Asian financial crisis of 1997. The results are generally consistent across the markets and with expectations.